Articles 1 to 19 of 19

1.

arXiv:0803.2178 Partial differential equations driven by rough paths. Michael Caruana, Peter Friz. math.AP (math.PR).

2.

arXiv:0711.0668 Differential Equations Driven by Gaussian Signals II. Peter Friz, Nicolas Victoir. math.PR.

3.

arXiv:0711.0163 Isoperimetry and Rough Path Regularity. Peter Friz, Harald Oberhauser. math.PR.

4.

arXiv:0708.3730 Densities for Rough Differential Equations under Hoermander's Condition. Thomas Cass, Peter Friz. math.PR.

5.

arXiv:0707.4546 Good rough path sequences and applications to anticipating stochastic calculus. Laure Coutin, Peter Friz, Nicolas Victoir. IMS-AOP-AOP0210. Annals of Probability 2007, Vol. 35, No. 3, 1172-1193. math.PR.

6.

arXiv:0707.0313 Differential Equations Driven by Gaussian Signals I. Peter Friz, Nicolas Victoir. math.PR.

7.

arXiv:0707.0154 Non-degeneracy of Wiener functionals arising from rough differential equations. Thomas Cass, Peter Friz, Nicolas Victoir. math.PR.

8.

math/0609007 On Uniformly Subelliptic Operators and Stochastic Area. Peter Friz, Nicolas Victoir. math.PR (math.AP).

9.

math.PR/0608783 The Burkholder-Davis-Gundy Inequality for Enhanced Martingales. Peter Friz, Nicolas Victoir. math.PR.

10.

math.PR/0608619 Smile Asymptotics II: Models with Known Moment Generating Function. Shalom Benaim, Peter Friz. math.PR.

11.

math/0604311 The Bismut-Elworthy-Li formula for jump-diffusions and applications to Monte Carlo pricing in finance. T. R. Cass, P. K. Friz. math.PR.

12.

math.PR/0603146 Regular Variation and Smile Asymptotics. Shalom Benaim, Peter Friz. math.PR.

13.

math.CA/0602345 Euler Estimates of Rough Differential Equations. Peter Friz, Nicolas Victoir. math.CA (math.PR).

14.

math.PR/0512213 Large Deviation Principle for Enhanced Gaussian Processes. Peter Friz, Nicolas Victoir. math.PR.

15.

math.PR/0511520 A Variation Embedding Theorem and Applications. Peter Friz, Nicolas Victoir. math.PR (math.FA).

16.

math.PR/0501197 Good Rough Path Sequences and Applications to Anticipating & Fractional Stochastic Calculus. Laure Coutin, Peter Friz, Nicolas Victoir. math.PR.

17.

math.FA/0403115 A Note on the Notion of Geometric Rough Paths. Peter Friz, Nicolas Victoir. math.FA (math.PR).

18.

math.PR/0308238 Approximations of the Brownian Rough Path with Applications to Stochastic Analysis. Peter Friz, Nicolas Victoir. math.PR.

19.

math.PR/0304501 Continuity of the Ito-Map for Hoelder rough paths with applications to the support theorem in Hoelder norm. Peter K. Friz. math.PR.

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